+542.0%
MS vs FCUV
-98.2%
+640.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +136.0% | -135.2% | +0.2% |
| 7D | +5.1% | +148.8% | -143.7% | +4.5% |
| 30D | +5.7% | +95.0% | -89.4% | +5.2% |
| 3M | -12.2% | +27.8% | -40.0% | -12.6% |
| 6M | -0.5% | +121.0% | -121.5% | -2.7% |
| YTD | +9.8% | -78.1% | +88.0% | +8.2% |
| 1Y | +17.7% | -94.3% | +112.0% | +16.6% |
| 3Y | +176.8% | -98.9% | +275.7% | +173.5% |
| 5Y | +123.7% | -99.7% | +223.4% | +121.5% |
| All | +542.0% | -98.2% | +640.2% | +503.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling